Risk management

FIN/S offers a build-in Risk management system

With the FIN/S Risk management system the officers can identify, measure and monitor all risks relevant to each investment strategy. It provides appropriate, documented and regularly updated process in compliance with the objectives, the investment strategy and the regulatory authorities.

Value at Risk

The Risk management system includes algorithms for the calculation of Value at Risk (VaR) with three methods: the historical method, the variance-covariance method and the Monte Carlo.

It also includes:

  • Back testing Value at Risk results
  • Component VaR and Relative VaR with regard to the portfolio’s benchmark
  • Measurements of market risk, as the Active Return, Standard Deviation, Volatility, Risk Beta etc.

Portfolio analysis

FIN/s includes algorithms for the calculation of the most common indicators of risk such as:

  • Stress Testing using historical scenarios
  • Liquidity risk
  • Global Exposure (commitment approach) and Derivatives Exposure
  • Synthetic Risk and Reward Indicator (SRRI) for Mutual Funds